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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+4.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
656
Increased
578
Reduced
1,270
Closed
741

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$10.3M
2
ACN icon
Accenture
ACN
+$7.2M
3
PH icon
Parker-Hannifin
PH
+$3.75M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$3.75M
5
CI icon
Cigna
CI
+$3.73M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$65.5M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$55.6M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$17.2M
4
JPM icon
JPMorgan Chase
JPM
+$16.1M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$13.9M

Sector Composition

Rank Sector Weight
1 Financials 0.49%
2 Technology 0.44%
3 Healthcare 0.39%
4 Consumer Discretionary 0.39%
5 Industrials 0.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MNST icon
2851
Monster Beverage
MNST
$91.7B
– –
-28,878
Closed -$869K
MOH icon
2852
Molina Healthcare
MOH
$10B
– –
-2,302
Closed -$225K
MOO icon
2853
VanEck Agribusiness ETF
MOO
$975M
– –
-3,223
Closed -$200K
MORN icon
2854
Morningstar
MORN
$7.49B
– –
-2,556
Closed -$328K
MOS icon
2855
The Mosaic Company
MOS
$7.18B
– –
-37,006
Closed -$1.11M
MPT
2856
Medical Properties Trust
MPT
$2.77B
– –
-39,759
Closed -$558K
MTH icon
2857
CALL
Meritage Homes
MTH
$4.85B
– –
-29,000
Closed -$637K
MTH icon
2858
PUT
Meritage Homes
MTH
$4.85B
– –
-20,200
Closed -$444K
MTUM icon
2859
iShares MSCI USA Momentum Factor ETF
MTUM
$26.6B
– –
-2,468
Closed -$271K
MTW icon
2860
CALL
Manitowoc
MTW
$520M
– –
-24,500
Closed -$634K
MU icon
2861
Micron Technology
MU
$1.01T
– –
-15,471
Closed -$780K
MUB icon
2862
iShares National Muni Bond ETF
MUB
$45.4B
– –
-5,033
Closed -$549K
MUFG icon
2863
Mitsubishi UFJ Financial
MUFG
$247B
– –
-13,513
Closed -$76K
MUR icon
2864
Murphy Oil
MUR
$5.48B
– –
-8,216
Closed -$261K
MYSZ icon
2865
My Size
MYSZ
$1.86M
– –
-6
Closed -$15K
NAVI icon
2866
Navient
NAVI
$879M
– –
-16,093
Closed -$210K
NEU icon
2867
NewMarket
NEU
$8.12B
– –
-914
Closed -$370K
NFLX icon
2868
Netflix
NFLX
$305B
– –
-83,090
Closed -$3.02M
NG icon
2869
NovaGold Resources
NG
$2.79B
– –
-20,624
Closed -$92K
NHI icon
2870
National Health Investors
NHI
$3.63B
– –
-4,277
Closed -$315K
NOV icon
2871
NOV
NOV
$7.12B
– –
-41,169
Closed -$1.84M
NRG icon
2872
CALL
NRG Energy
NRG
$24.4B
– –
-57,400
Closed -$1.76M
NRG icon
2873
PUT
NRG Energy
NRG
$24.4B
– –
-15,000
Closed -$461K
NRK icon
2874
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
– –
-13,499
Closed -$165K
NSC icon
2875
Norfolk Southern
NSC
$76.2B
– –
-2,246
Closed -$384K
113 114
115
116 117

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 1-Year Est. Return

Two Sigma Securities's Q3 2018 Portfolio in Review

As of Q3 2018, Two Sigma Securities held 3,267 positions worth $15.4B, down 23% from $20.1B the previous quarter. Its ten largest holdings account for 45% of the portfolio.

Two Sigma Securities withdrew a net $5.81B in Q3 2018, closing 741 positions and reducing 1,270 holdings. Its most notable exit was JPMorgan Chase, an estimated $16.1M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.49% of assets, down from 0.72% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Two Sigma Securities opened a new position in Accenture worth $7.36M.

  • Two Sigma Securities's largest Q3 2018 buy was Accenture: 43,253 shares worth $7.36M.
  • Two Sigma Securities added most to iShares Russell 1000 Growth ETF in Q3 2018, an estimated $10.3M increase.
  • Two Sigma Securities's biggest Q3 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $65.5M.
  • Two Sigma Securities fully exited JPMorgan Chase in Q3 2018, selling an estimated $16.1M.
  • Two Sigma Securities's ten largest holdings make up 45% of its $15.4B portfolio in Q3 2018.
  • Two Sigma Securities opened 656 new positions and closed 741 in Q3 2018.
  • Two Sigma Securities's portfolio value fell 23% quarter-over-quarter to $15.4B.

Based on Two Sigma Securities's 13F filing for Q3 2018, filed 14 Nov 2018.